Anic Equity¶

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Total return since start: -0.006 %¶

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Equity now: -----------------------------> 30356.49 Kr¶

Max Equity ever reached: ------------> 31310.46 Kr¶

Portfolio value: --------------------------> 30289.49 Kr¶

PnL: ---------------------------------------> -256.58 Kr¶

DD now: ---------------------------------> -3.047 %¶

Max portfolio DD since start: ----> -4.843 %¶

Updated:¶

'2022-01-13 23:08:35.791979'

Anic Portfolio¶

Today¶

Return: -0.198 %¶

This Week¶

Return: -0.782 %¶

Anic Portfolio¶

Total¶

Return: -0.621 %¶

Anic Portfolio Holdings¶

volume value profit profitPercent acquiredValue
name
Slitevind 72 6624.00 344.22 5.48 6279.780816
Nimbus Group 79 5873.65 -123.35 -2.06 5996.999968
Svenska Nyttobostäder 48 4872.00 -188.50 -3.72 5060.499984
Electra Gruppen 34 2992.00 115.37 4.01 2876.634498
Quartiers Properties 618 2935.50 205.40 7.52 2730.100284
Stenhus Fastigheter i Norden 54 1485.00 -128.26 -7.95 1613.264526
Humble Group 53 1375.35 -89.10 -6.08 1464.449996
FRISQ Holding 156 290.16 -119.52 -29.17 409.680024
Axolot Solutions Holding 389 375.00 -13.67 -3.52 388.666238
Xintela 157 414.48 44.17 11.93 370.309934
Acconeer 4 308.00 -53.20 -14.73 361.200000
VEF 59 323.91 -36.63 -10.16 360.540032
Bergs Timber B 66 332.64 -27.36 -7.6 359.999970
Josemaria Resources 34 384.20 26.20 7.32 358.000008
Heimstaden Pref 10 326.00 -10.00 -2.98 336.000000
C-RAD B 6 301.80 -27.80 -8.43 329.599998
QLife Holding 10 279.50 -48.35 -14.75 327.850000
Nilörngruppen B 4 332.40 7.80 2.4 324.600000
Swedencare 2 237.40 -73.00 -23.52 310.400000
Sedana Medical 3 226.50 -61.00 -21.22 287.499999
TOTAL 30289.49 -256.58 -3.04681% 30546.076275

Updated:¶

'2022-01-13 23:08:41.299789'
None

In or Out of market? In if Signal > -10, else out of market!¶

ACTI ANOT ARISE BEGR BELE BRG B BINV BORG BONG NELLY ... CASE NAIG B EPTI MTI W5 LEVEL SNX HEART RFAST IBT B
Time
2022-01-05 1.256 0.778 47.90 140.0 77.1 5.42 45.5 50.00 0.838 30.20 ... 35.7 7.64 7.76 10.704 35.1 2.49 11.4 5.22 79.6 62.0
2022-01-07 1.258 0.795 45.80 136.0 77.1 5.12 45.5 48.10 0.824 30.05 ... 35.9 7.78 7.75 10.580 33.8 2.50 11.3 5.02 78.6 61.5
2022-01-10 1.230 0.720 45.00 123.0 77.1 4.81 45.5 47.05 0.804 30.10 ... 33.9 7.60 7.33 10.400 31.1 2.25 10.8 4.96 77.2 59.9
2022-01-11 1.254 0.690 46.55 129.0 77.1 5.00 45.5 48.20 0.820 30.30 ... 34.4 8.00 7.50 10.574 37.8 2.38 10.5 4.45 78.0 60.5
2022-01-12 1.232 0.696 47.70 138.0 77.1 5.08 45.5 49.80 0.820 30.65 ... 33.1 7.90 7.25 10.502 40.0 2.37 10.9 4.42 76.0 61.5

5 rows × 541 columns

2022-01-12 00:00:00
2022-1-13
OMXS30 ACTI ANOT ARISE BEGR BRG B BORG BONG NELLY CCOR B ... DVYSR MSOFT SFAB TITA B MESTRO VIVA CASE NAIG B MTI W5
Time
2022-01-12 2399.1757 1.232 0.696 47.70 138.0 5.08 49.8 0.82 30.65 6.14 ... 80.4 90.0 56.55 21.0 14.85 59.2 33.1 7.90 10.502 40.0
2022-01-13 2397.9601 1.198 0.702 46.65 140.0 5.04 48.8 0.82 29.85 6.14 ... 82.0 87.5 56.00 20.5 14.50 60.6 31.2 7.86 10.400 37.0

2 rows × 528 columns

Timestamp('2022-01-12 00:00:00')

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶